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Old 09-21-2007, 10:41 AM
Dogpile Dogpile is offline
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This member is the original thread starter. VWAP wtf?

Trying to figure out something I noticed.

How can ES.D be building higher VWAP and SPY be building lower VWAP on the same day?? Note, the lowest ES.D VWAP today is higher than at any VWAP point yesterday. The highest SPY VWAP today is LOWER than the lowest VWAP point yesterday?

confused how this could be?

QQQQ vs @NQ.D VWAP is consistent
IWM vs @ER2.d VWAP is consistent

SPY is off, wtf?
Attached Images
File Type: png VWAP SPY vs VWAP ES.D.png (23.4 KB, 47 views)

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